Derivative (F&O) Analysis
A Complete Package for Derivative (F&O) Analysis Course Contents Derivative (F&O) Analysis Market Basic - Capital Market Derivative - F&O Currency Commodity Benefits to Join This Course Trading Support during and after the course Free Trading & Demat A/C Online Live Class Free Demo Class Installment Facility Available Course Duration - One month Timing - one and half hour daily Monday to Friday Mode of class - Online Live on Zoom Course Fees - 10000/- after Discount 5000/- |
Detail Syllabus
1. INTRODUCTION TO OPTIONS...........................................................................3
1.1. OPTION TERMINOLOGY .............................................................................. 3
1.2. OPTIONS PAYOFFS..................................................................................... 4
1.2.1. Payoff profile of buyer of asset: Long asset.......................................... 4
1.2.2. Payoff profile for seller of asset: Short asset........................................ 5
1.2.3. Payoff profile for buyer of call options: Long call................................... 6
1.2.4. Payoff profile for writer (seller) of call options: Short call....................... 6
1.2.5. Payoff profile for buyer of put options: Long put................................... 7
1.2.6. Payoff profile for writer (seller) of put options: Short put....................... 8
2. OPTIONS STRATEGIES .....................................................................................9
2.1. PROTECTIVE PUT....................................................................................... 9
2.2. COVERED CALL ....................................................................................... 11
2.3. LONG COMBO ......................................................................................... 13
2.4. PROTECTIVE CALL/SYNTHETIC LONG PUT................................................... 15
2.5. COVERED PUT......................................................................................... 16
2.6. LONG STRADDLE..................................................................................... 17
2.7. SHORT STRADDLE ................................................................................... 19
2.8. LONG STRANGLE..................................................................................... 21
2.9. SHORT STRANGLE ................................................................................... 22
2.10. COLLAR.................................................................................................. 24
2.11. BULL CALL SPREAD STRATEGY .................................................................. 27
2.12. BULL PUT SPREAD STRATEGY.................................................................... 29
2.13. BEAR CALL SPREAD STRATEGY.................................................................. 30
2.14. BEAR PUT SPREAD................................................................................... 32
2.15. LONG CALL BUTTERFLY ............................................................................ 33
2.16. SHORT CALL BUTTERFLY........................................................................... 35
2.17. LONG CALL CONDOR................................................................................ 37
2.18. SHORT CALL CONDOR.............................................................................. 40
3. VOLATILITY ...................................................................................................43
3.1. TYPES OF VOLATILITY .............................................................................. 43
3.2. CALCULATING THE HISTORICAL VOLATILITY ............................................... 44
3.3. IMPACT OF VOLATILITY ON OPTIONS ......................................................... 45